Made by@qtraderAttribution analysis
@qtrader/attribution-analysis
Explain why a portfolio beat or lagged its benchmark. Brinson-Fachler allocation, selection, and interaction effects by sector and period, Carino-linked across periods so they add up exactly, plus a plain-English summary. Works offline from a CSV. Not financial advice.
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- 1period,sector,security,port_weight,port_return,bench_weight,bench_return
- 2P1,Tech,AAA,0.30,0.12,0,
- 3P1,Tech,BBB,0.20,0.07,0,
- 4P1,Tech,Tech index,0,,0.40,0.08
- 5P1,Health,HHH,0.30,0.04,0,
- 6P1,Health,Health index,0,,0.30,0.05
- 7P1,Energy,EEE,0.20,-0.02,0,
- 8P1,Energy,Energy index,0,,0.30,0.01
- 9P2,Tech,AAA,0.20,-0.04,0,
- 10P2,Tech,BBB,0.20,-0.06,0,
- 11P2,Tech,Tech index,0,,0.40,-0.04
- 12P2,Health,HHH,0.40,0.03,0,
- 13P2,Health,Health index,0,,0.30,0.02
- 14P2,Energy,EEE,0.20,0.06,0,
- 15P2,Energy,Energy index,0,,0.30,0.05